Consolidated Returns as of 30 June 2024
Holding the Bill Schultheis Coffeehouse To EUR Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~55 years), the longest period with a negative return lasted 116 months (from April 2000 to November 2009).
This means that every rolling period of 117 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Bill Schultheis Coffeehouse To EUR Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
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The annualized return of the last 10 years has been 8.10% (updated at Jun 30, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.83% |
+67.31%
Jun 1982 - May 1983 |
-28.19%
Apr 2002 - Mar 2003 |
26.28%
169 out of 643 |
Euro Inflation Adjusted | +5.94% |
+62.20%
Aug 1982 - Jul 1983 |
-29.86%
Apr 2002 - Mar 2003 |
31.88%
205 out of 643 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.50% |
+43.53%
Feb 1982 - Jan 1984 |
-17.43%
Jan 1973 - Dec 1974 |
16.96%
107 out of 631 |
Euro Inflation Adjusted | +6.97% |
+38.87%
Feb 1982 - Jan 1984 |
-22.70%
Jan 1973 - Dec 1974 |
24.09%
152 out of 631 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.95% |
+40.81%
Mar 1982 - Feb 1985 |
-10.28%
Apr 2006 - Mar 2009 |
15.67%
97 out of 619 |
Euro Inflation Adjusted | +6.33% |
+36.61%
Mar 1982 - Feb 1985 |
-15.23%
Jan 1972 - Dec 1974 |
20.36%
126 out of 619 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.25% |
+35.53%
Oct 1980 - Sep 1984 |
-6.01%
Jan 1971 - Dec 1974 |
8.57%
52 out of 607 |
Euro Inflation Adjusted | +6.45% |
+30.48%
Feb 1981 - Jan 1985 |
-11.62%
Jan 1971 - Dec 1974 |
19.28%
117 out of 607 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.84% |
+36.20%
Mar 1980 - Feb 1985 |
-3.60%
Jan 1970 - Dec 1974 |
3.03%
18 out of 595 |
Euro Inflation Adjusted | +6.85% |
+30.82%
Mar 1980 - Feb 1985 |
-8.96%
Jan 1970 - Dec 1974 |
16.30%
97 out of 595 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.75% |
+31.11%
Mar 1979 - Feb 1985 |
-2.82%
Apr 2002 - Mar 2008 |
1.20%
7 out of 583 |
Euro Inflation Adjusted | +6.40% |
+25.57%
Mar 1979 - Feb 1985 |
-5.03%
Apr 2002 - Mar 2008 |
13.21%
77 out of 583 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.86% |
+28.37%
Mar 1978 - Feb 1985 |
-4.25%
Apr 2002 - Mar 2009 |
2.98%
17 out of 571 |
Euro Inflation Adjusted | +6.50% |
+23.22%
Mar 1978 - Feb 1985 |
-6.19%
Apr 2002 - Mar 2009 |
8.76%
50 out of 571 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.07% |
+23.58%
Mar 1977 - Feb 1985 |
-2.94%
Jun 2001 - May 2009 |
4.11%
23 out of 559 |
Euro Inflation Adjusted | +7.10% |
+19.24%
Nov 1978 - Oct 1986 |
-4.88%
Jun 2001 - May 2009 |
7.87%
44 out of 559 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.30% |
+23.32%
Jan 1975 - Dec 1983 |
-1.59%
Nov 2000 - Oct 2009 |
2.19%
12 out of 547 |
Euro Inflation Adjusted | +7.25% |
+18.09%
Jan 1975 - Dec 1983 |
-3.63%
Apr 2000 - Mar 2009 |
7.13%
39 out of 547 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.52% |
+23.70%
Jan 1975 - Dec 1984 |
+0.67%
Nov 2000 - Oct 2010 |
0.00%
0 out of 535 |
Euro Inflation Adjusted | +7.18% |
+18.76%
Mar 1975 - Feb 1985 |
-1.40%
Jul 1999 - Jun 2009 |
5.61%
30 out of 535 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.59% |
+21.70%
Jan 1975 - Dec 1985 |
+0.92%
Apr 1998 - Mar 2009 |
0.00%
0 out of 523 |
Euro Inflation Adjusted | +7.28% |
+17.09%
Jan 1975 - Dec 1985 |
-1.12%
Sep 2000 - Aug 2011 |
2.29%
12 out of 523 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.54% |
+19.73%
Jan 1975 - Dec 1986 |
+2.41%
Nov 2000 - Oct 2012 |
0.00%
0 out of 511 |
Euro Inflation Adjusted | +7.18% |
+15.66%
Jan 1975 - Dec 1986 |
+0.24%
Nov 2000 - Oct 2012 |
0.00%
0 out of 511 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.57% |
+18.95%
Oct 1974 - Sep 1987 |
+2.90%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
Euro Inflation Adjusted | +7.08% |
+15.01%
Oct 1974 - Sep 1987 |
+0.82%
Sep 2000 - Aug 2013 |
0.00%
0 out of 499 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.66% |
+17.51%
Oct 1974 - Sep 1988 |
+3.65%
May 2000 - Apr 2014 |
0.00%
0 out of 487 |
Euro Inflation Adjusted | +7.32% |
+13.83%
Feb 1975 - Jan 1989 |
+1.59%
May 2000 - Apr 2014 |
0.00%
0 out of 487 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.51% |
+17.63%
Oct 1974 - Sep 1989 |
+4.53%
Oct 2000 - Sep 2015 |
0.00%
0 out of 475 |
Euro Inflation Adjusted | +7.16% |
+13.92%
Oct 1974 - Sep 1989 |
+2.57%
Mar 1994 - Feb 2009 |
0.00%
0 out of 475 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+15.77%
Feb 1978 - Jan 1994 |
+4.45%
Apr 2002 - Mar 2018 |
0.00%
0 out of 463 |
Euro Inflation Adjusted | +6.42% |
+12.25%
Feb 1978 - Jan 1994 |
+2.76%
Apr 2002 - Mar 2018 |
0.00%
0 out of 463 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.63% |
+15.81%
Aug 1980 - Jul 1997 |
+4.60%
Sep 2000 - Aug 2017 |
0.00%
0 out of 451 |
Euro Inflation Adjusted | +6.30% |
+12.70%
Aug 1980 - Jul 1997 |
+2.85%
Sep 2000 - Aug 2017 |
0.00%
0 out of 451 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.26% |
+16.30%
Apr 1980 - Mar 1998 |
+4.51%
Apr 2002 - Mar 2020 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +6.00% |
+13.20%
Apr 1980 - Mar 1998 |
+2.87%
Nov 2000 - Oct 2018 |
0.00%
0 out of 439 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+16.09%
Jan 1975 - Dec 1993 |
+4.68%
Jun 2001 - May 2020 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +6.04% |
+12.43%
Jul 1980 - Jun 1999 |
+3.05%
Jun 2001 - May 2020 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.51% |
+15.96%
Apr 1980 - Mar 2000 |
+4.60%
Nov 2000 - Oct 2020 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +6.22% |
+13.01%
Apr 1980 - Mar 2000 |
+2.96%
Nov 2000 - Oct 2020 |
0.00%
0 out of 415 |
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To obtain comprehensive information, please consult the Bill Schultheis Coffeehouse To EUR Portfolio: ETF allocation and returns page.